Report NEP-FMK-2001-02-14

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Other reports in NEP-FMK

The following items were anounced in this report:

• Maik Heinemann, 2001. "Rationalizability of Rational Expectations Equilibria on Asset Markets with Asymmetric Information and Learning from Prices," CeNDEF Workshop Papers, January 2001 1A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Jan Hanousek & Richard Podpiera, 2001. "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," Finance 0012003, EconWPA. [Downloadable!]
• Maurice Obstfeld, 2000. "The Global Capital Market: Benefactor or Menace?," International Finance 0004001, EconWPA. [Downloadable!]
• Oliver Moritz, 2001. "Is the German Stock Market Chaotic ? Some NEGM- and BDS-test results for the DAX," CeNDEF Workshop Papers, January 2001 3A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Gilles Teyssière & Alan Kirman, 2001. "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," CeNDEF Workshop Papers, January 2001 5A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Michael Kumhof, 2000. "International Capital Mobility in Emerging Markets: New Evidence from Daily Data," Working Papers 00021, Stanford University, Department of Economics. [Downloadable!]
• Martin D. D. Evans, 2001. "FX Trading and Exchange Rate Dynamics," NBER Working Papers 8116, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Item repec:wop:cirano:2001s03 is not listed on IDEAS anymore

• Jan A. Kregel, 2000. "Can European Banks Survive a Unified Currency in a Nationally Segmented Capital Market?," Macroeconomics 0004052, EconWPA. [Downloadable!]
• Andrea Gaunersdorfer & Cars Hommes & Florian Wagener, 2001. "Adaptive Beliefs and the volatility of asset prices," CeNDEF Workshop Papers, January 2001 5A.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
• Kiminori Matsuyama, 2000. "Financial Market Globalization and Endogenous Inequality of Nations," Discussion Papers 1300, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
• Piyush Kumar Chowhan & Vasant Shukla, 2000. "Volatility in Indian Stock Markets," Finance 0004010, EconWPA. [Downloadable!]
• Item repec:wop:cirano:2001s02 is not listed on IDEAS anymore

• Xue-Zhong (Tony) He & Carl Chiarella, 2001. "Asset Price and Wealth Dynamics under Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001 5A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Giulia Iori, 2000. "Scaling and multiscaling in financial markets," Finance 0004006, EconWPA. [Downloadable!]
• Giulia Iori, 2000. "A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions," Finance 0004007, EconWPA. [Downloadable!]
• Taisei Kaizoji & Thomas Lux, 2001. "On Dynamics in An Asset Pricing Model with Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001 2A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Roberto Rigobon, 2001. "Contagion: How to Measure It?," NBER Working Papers 8118, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Stewart Mayhew & Vassil Mihov, 2000. "Another Look at Option Listing Effects," Finance 0004002, EconWPA. [Downloadable!]
• Klaus Pötzelberger & Leopold Sögner, 2001. "Stochastic Equilibrium: Learning by Exponential Smoothing," CeNDEF Workshop Papers, January 2001 2A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
• Item repec:wop:cirano:2001s01 is not listed on IDEAS anymore

This page was last updated on 2009-11-22.